test(dotnet): expand domain parity coverage

src/dotnet/QuantEngine.Application/Interfaces/IRuntimeAuditTrailService.cs

@@ -0,0 +1,6 @@
+namespace QuantEngine.Application.Interfaces;
+
+public interface IRuntimeAuditTrailService
+{
+    void Append<T>(string category, string key, T payload);
+}

src/dotnet/QuantEngine.Application/Services/FactorComputationService.cs

@@ -1,6 +1,7 @@
 using System.Text.Json;
 using QuantEngine.Core.Domain;
 using QuantEngine.Core.Interfaces;
+using QuantEngine.Application.Interfaces;
 
 namespace QuantEngine.Application.Services;
 
@@ -15,34 +16,12 @@ public sealed record FactorComputationAudit(
 public sealed class FactorComputationService
 {
     private readonly HistoryIngestionService _history;
-    private readonly string _auditRoot;
+    private readonly IRuntimeAuditTrailService _auditTrail;
 
-    public FactorComputationService(HistoryIngestionService history)
+    public FactorComputationService(HistoryIngestionService history, IRuntimeAuditTrailService auditTrail)
     {
         _history = history;
-        _auditRoot = FindRepoTempRoot();
+        _auditTrail = auditTrail;
-    }
-
-    private static string FindRepoTempRoot()
-    {
-        var current = new DirectoryInfo(AppContext.BaseDirectory);
-        while (current != null)
-        {
-            if (Directory.Exists(Path.Combine(current.FullName, ".git")))
-            {
-                return Path.Combine(current.FullName, "Temp", "factor_audit");
-            }
-            current = current.Parent;
-        }
-
-        return Path.Combine(Directory.GetCurrentDirectory(), "Temp", "factor_audit");
-    }
-
-    private void AppendAudit(FactorComputationAudit audit)
-    {
-        Directory.CreateDirectory(_auditRoot);
-        var path = Path.Combine(_auditRoot, $"{audit.Ticker}.jsonl");
-        File.AppendAllText(path, JsonSerializer.Serialize(audit, new JsonSerializerOptions { WriteIndented = false }) + Environment.NewLine);
     }
 
     public FactorOutputs Compute(
@@ -53,7 +32,7 @@ public sealed class FactorComputationService
     {
         var computedAt = DateTimeOffset.UtcNow;
         var outputs = FactorCalculator.CalculateFactors(stockBars, indexBars);
-        AppendAudit(new FactorComputationAudit(ticker, stockBars.Count, indexBars.Count, "SUCCEEDED", computedAt, sourceVersion));
+        _auditTrail.Append("factor_audit", ticker, new FactorComputationAudit(ticker, stockBars.Count, indexBars.Count, "SUCCEEDED", computedAt, sourceVersion));
         return outputs;
     }
 
@@ -71,6 +50,6 @@ public sealed class FactorComputationService
         await _history.AppendFactorOutputAsync("stdev_20d", sourceVersion, outputs.StDev20D, "PASS", sourceVersion, when);
         await _history.AppendFactorOutputAsync("beta_60d", sourceVersion, outputs.Beta60D, "PASS", sourceVersion, when);
         await _history.AppendFactorOutputAsync("rs_20d", sourceVersion, outputs.Rs20D, "PASS", sourceVersion, when);
-        AppendAudit(new FactorComputationAudit(ticker, 0, 0, "PERSISTED", when, sourceVersion));
+        _auditTrail.Append("factor_audit", ticker, new FactorComputationAudit(ticker, 0, 0, "PERSISTED", when, sourceVersion));
     }
 }

src/dotnet/QuantEngine.Application/Services/KisDataCollectionOrchestrator.cs

@@ -17,42 +17,22 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
     private readonly PriceDataNormalizer _normalizer;
     private readonly SourcePriorityResolver _priorityResolver;
     private readonly ILogger<KisDataCollectionOrchestrator> _logger;
-    private readonly string _auditRoot;
+    private readonly IRuntimeAuditTrailService _auditTrail;
 
     public KisDataCollectionOrchestrator(
         IKisApiClient kisApiClient,
         ICollectionRepository repository,
         PriceDataNormalizer normalizer,
         SourcePriorityResolver priorityResolver,
-        ILogger<KisDataCollectionOrchestrator> logger)
+        ILogger<KisDataCollectionOrchestrator> logger,
+        IRuntimeAuditTrailService auditTrail)
     {
         _kisApiClient = kisApiClient;
         _repository = repository;
         _normalizer = normalizer;
         _priorityResolver = priorityResolver;
         _logger = logger;
-        _auditRoot = FindRepoTempRoot();
+        _auditTrail = auditTrail;
-    }
-
-    private static string FindRepoTempRoot()
-    {
-        var current = new DirectoryInfo(AppContext.BaseDirectory);
-        while (current != null)
-        {
-            if (Directory.Exists(Path.Combine(current.FullName, ".git")))
-            {
-                return Path.Combine(current.FullName, "Temp", "collection_audit");
-            }
-            current = current.Parent;
-        }
-        return Path.Combine(Directory.GetCurrentDirectory(), "Temp", "collection_audit");
-    }
-
-    private void AppendAudit(CollectionExecutionAudit audit)
-    {
-        Directory.CreateDirectory(_auditRoot);
-        var path = Path.Combine(_auditRoot, $"{audit.RunId}.jsonl");
-        File.AppendAllText(path, JsonSerializer.Serialize(audit, new JsonSerializerOptions { WriteIndented = false }) + Environment.NewLine);
     }
 
     public async Task<CollectionRunResult> RunCollectionAsync(string runId, string account, List<string> tickers)
@@ -70,7 +50,7 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
         try
         {
             _logger.LogInformation("Starting collection run {RunId}", runId);
-            AppendAudit(new CollectionExecutionAudit(runId, "RUNNING", DateTimeOffset.UtcNow, null, 0, 0, "started"));
+            _auditTrail.Append("collection_audit", runId, new CollectionExecutionAudit(runId, "RUNNING", DateTimeOffset.UtcNow, null, 0, 0, "started"));
 
             var kisSource = new KisApiPriceSource(_kisApiClient);
             var rows = new List<Dictionary<string, object>>();
@@ -183,7 +163,7 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
             result.SourceCounts = sourceCounts;
             result.Rows = rows;
             result.Errors = errors;
-            AppendAudit(new CollectionExecutionAudit(runId, result.Status, DateTimeOffset.Parse(startedAt), DateTimeOffset.Parse(finishedAt), result.SuccessCount, result.ErrorCount, "finished"));
+            _auditTrail.Append("collection_audit", runId, new CollectionExecutionAudit(runId, result.Status, DateTimeOffset.Parse(startedAt), DateTimeOffset.Parse(finishedAt), result.SuccessCount, result.ErrorCount, "finished"));
 
             // Save run record
             await _repository.SaveRunAsync(new CollectionRunRecord(
@@ -231,7 +211,7 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
             result.Status = "FAILED";
             result.FinishedAt = DataNormalizationHelper.KstNowIso();
             result.ErrorMessage = ex.Message;
-            AppendAudit(new CollectionExecutionAudit(runId, result.Status, DateTimeOffset.Parse(startedAt), DateTimeOffset.Parse(result.FinishedAt), result.SuccessCount, result.ErrorCount, ex.Message));
+            _auditTrail.Append("collection_audit", runId, new CollectionExecutionAudit(runId, result.Status, DateTimeOffset.Parse(startedAt), DateTimeOffset.Parse(result.FinishedAt), result.SuccessCount, result.ErrorCount, ex.Message));
             return result;
         }
     }
@@ -385,4 +365,3 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
     }
 }
 
-

src/dotnet/QuantEngine.Application/Services/RuntimeAuditTrailService.cs

@@ -0,0 +1,37 @@
+using System.Text.Json;
+using QuantEngine.Application.Interfaces;
+
+namespace QuantEngine.Application.Services;
+
+public sealed class RuntimeAuditTrailService : IRuntimeAuditTrailService
+{
+    private readonly string _auditRoot;
+
+    public RuntimeAuditTrailService()
+    {
+        _auditRoot = FindRepoTempRoot();
+    }
+
+    public void Append<T>(string category, string key, T payload)
+    {
+        var root = Path.Combine(_auditRoot, category);
+        Directory.CreateDirectory(root);
+        var path = Path.Combine(root, $"{key}.jsonl");
+        File.AppendAllText(path, JsonSerializer.Serialize(payload, new JsonSerializerOptions { WriteIndented = false }) + Environment.NewLine);
+    }
+
+    private static string FindRepoTempRoot()
+    {
+        var current = new DirectoryInfo(AppContext.BaseDirectory);
+        while (current != null)
+        {
+            if (Directory.Exists(Path.Combine(current.FullName, ".git")))
+            {
+                return Path.Combine(current.FullName, "Temp");
+            }
+            current = current.Parent;
+        }
+
+        return Path.Combine(Directory.GetCurrentDirectory(), "Temp");
+    }
+}

src/dotnet/QuantEngine.Core.Tests/FactorComputationServiceTests.cs

@@ -2,6 +2,7 @@ using System.Collections.Generic;
 using System.IO;
 using System.Threading.Tasks;
 using Moq;
+using QuantEngine.Application.Interfaces;
 using QuantEngine.Application.Services;
 using QuantEngine.Core.Domain;
 using QuantEngine.Core.Interfaces;
@@ -15,39 +16,17 @@ public class FactorComputationServiceTests
     public async Task ComputeAndAppendFactorOutputs_WritesAuditAndHistory()
     {
         var storeMock = new Mock<IPostgresqlHistoryStore>();
+        var auditTrailMock = new Mock<IRuntimeAuditTrailService>();
         storeMock.Setup(s => s.AppendAsync(It.IsAny<string>(), It.IsAny<IDictionary<string, object?>>()))
             .ReturnsAsync(1);
 
         var history = new HistoryIngestionService(storeMock.Object);
-        var service = new FactorComputationService(history);
+        var service = new FactorComputationService(history, auditTrailMock.Object);
-
-        var root = FindRepoRoot();
-        var auditPath = Path.Combine(root, "Temp", "factor_audit", "005930.jsonl");
-        if (File.Exists(auditPath))
-        {
-            File.Delete(auditPath);
-        }
 
         var outputs = new FactorOutputs(1, 2, 3, 4, 5, 6, 7);
         await service.AppendFactorOutputsAsync("005930", "v1", outputs);
 
         storeMock.Verify(s => s.AppendAsync("factor_output_history", It.IsAny<IDictionary<string, object?>>()), Times.Exactly(7));
-        Assert.True(File.Exists(auditPath));
+        auditTrailMock.Verify(a => a.Append("factor_audit", "005930", It.IsAny<FactorComputationAudit>()), Times.Once);
-        Assert.Contains("PERSISTED", File.ReadAllText(auditPath));
-    }
-
-    private static string FindRepoRoot()
-    {
-        var current = new DirectoryInfo(System.AppContext.BaseDirectory);
-        while (current != null)
-        {
-            if (Directory.Exists(Path.Combine(current.FullName, ".git")))
-            {
-                return current.FullName;
-            }
-            current = current.Parent;
-        }
-
-        throw new InvalidOperationException("Repository root not found.");
     }
 }

src/dotnet/QuantEngine.Core.Tests/KisDataCollectionOrchestratorTests.cs

@@ -3,6 +3,8 @@ using Moq;
 using System.Reflection;
 using System.Text.Json;
 using Microsoft.Extensions.Logging;
+using QuantEngine.Application.Interfaces;
+using QuantEngine.Application.Models;
 using QuantEngine.Core.Interfaces;
 using QuantEngine.Application.Services;
 
@@ -13,6 +15,7 @@ public class KisDataCollectionOrchestratorTests
     private readonly Mock<IKisApiClient> _kisApiClientMock;
     private readonly Mock<ICollectionRepository> _repositoryMock;
     private readonly Mock<ILogger<KisDataCollectionOrchestrator>> _loggerMock;
+    private readonly Mock<IRuntimeAuditTrailService> _auditTrailMock;
     private readonly PriceDataNormalizer _normalizer;
     private readonly SourcePriorityResolver _priorityResolver;
     private readonly KisDataCollectionOrchestrator _orchestrator;
@@ -22,6 +25,7 @@ public class KisDataCollectionOrchestratorTests
         _kisApiClientMock = new Mock<IKisApiClient>();
         _repositoryMock = new Mock<ICollectionRepository>();
         _loggerMock = new Mock<ILogger<KisDataCollectionOrchestrator>>();
+        _auditTrailMock = new Mock<IRuntimeAuditTrailService>();
         _priorityResolver = new SourcePriorityResolver();
         _normalizer = new PriceDataNormalizer(_priorityResolver);
 
@@ -30,7 +34,8 @@ public class KisDataCollectionOrchestratorTests
             _repositoryMock.Object,
             _normalizer,
             _priorityResolver,
-            _loggerMock.Object
+            _loggerMock.Object,
+            _auditTrailMock.Object
         );
     }
 
@@ -93,12 +98,6 @@ public class KisDataCollectionOrchestratorTests
         var runId = "test-run-002";
         var ticker = "005930";
         var account = "mock";
-        var auditPath = Path.Combine(FindRepoRoot(), "Temp", "collection_audit", $"{runId}.jsonl");
-        if (File.Exists(auditPath))
-        {
-            File.Delete(auditPath);
-        }
-
         _repositoryMock
             .Setup(r => r.GetLatestSnapshotsForTickerAsync(ticker, It.IsAny<int>()))
             .ReturnsAsync(new List<CollectionSnapshotRecord>());
@@ -133,8 +132,7 @@ public class KisDataCollectionOrchestratorTests
         Assert.NotNull(result);
         Assert.Equal("COMPLETED", result.Status);
         Assert.Equal(1, result.SuccessCount);
-        Assert.True(File.Exists(auditPath));
+        _auditTrailMock.Verify(a => a.Append("collection_audit", runId, It.IsAny<CollectionExecutionAudit>()), Times.Exactly(2));
-        Assert.Contains("COMPLETED", File.ReadAllText(auditPath));
 
         _kisApiClientMock.Verify(
             k => k.GetCurrentPriceAsync(ticker, account),

src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs

@@ -78,6 +78,42 @@ namespace QuantEngine.Core.Tests.ParityTests
             }
         }
 
+        [Fact]
+        public void StopPriceParity_HandlesMissingEntryPrice()
+        {
+            bool success = false;
+            try
+            {
+                var res = ExitDecisions.ComputeStopPriceCore(null, 3000.0, 100000.0, 2.0);
+                Assert.Null(res.StopPrice);
+                Assert.Equal("NO_STOP_PRICE", res.StopPriceStatus);
+                Assert.Contains("entry_price", res.DataMissing);
+                success = true;
+            }
+            finally
+            {
+                _fixture.RegisterResult(success);
+            }
+        }
+
+        [Fact]
+        public void StopPriceParity_HandlesMissingAtrAndMultiplier()
+        {
+            bool success = false;
+            try
+            {
+                var res = ExitDecisions.ComputeStopPriceCore(100000.0, null, null, null);
+                Assert.Equal(92000.0, res.StopPrice);
+                Assert.Equal("DATA_MISSING — 하네스 업데이트 필요", res.StopPriceStatus);
+                Assert.Contains("atr20", res.DataMissing);
+                success = true;
+            }
+            finally
+            {
+                _fixture.RegisterResult(success);
+            }
+        }
+
         [Theory]
         [InlineData("STOP_OR_TIME_EXIT_READY", 0, "RISK_ON", 0.0, false, 9999, "EXIT_100")]
         [InlineData("NORMAL", 4, "RISK_ON", 0.0, false, 9999, "EXIT_100")]
@@ -151,6 +187,23 @@ namespace QuantEngine.Core.Tests.ParityTests
             }
         }
 
+        [Fact]
+        public void HeatThresholdParity_DefaultsToBaseThreshold()
+        {
+            bool success = false;
+            try
+            {
+                var res = ExitDecisions.ComputeDynamicHeatThresholds("");
+                Assert.Equal(10.0, res.HardBlock);
+                Assert.Equal(7.0, res.Halve);
+                success = true;
+            }
+            finally
+            {
+                _fixture.RegisterResult(success);
+            }
+        }
+
         [Theory]
         [InlineData(-5.0, "NORMAL")]
         [InlineData(5.0, "BREAKEVEN_RATCHET")]
@@ -197,5 +250,26 @@ namespace QuantEngine.Core.Tests.ParityTests
                 _fixture.RegisterResult(success);
             }
         }
+
+        [Fact]
+        public void TimingDecisionParity_RejectsInvalidMarketData()
+        {
+            bool success = false;
+            try
+            {
+                var ctx = new Dictionary<string, object>
+                {
+                    { "priceStatus", "PRICE_MISSING" }
+                };
+
+                var res = FormulaEngine.ComputeTimingDecision(ctx);
+                Assert.Equal("OBSERVE_DATA_MISSING", res.Action);
+                success = true;
+            }
+            finally
+            {
+                _fixture.RegisterResult(success);
+            }
+        }
     }
 }

src/dotnet/QuantEngine.Web/Program.cs

@@ -109,6 +109,7 @@ try
     builder.Services.AddScoped<HistoryIngestionService>();
     builder.Services.AddScoped<ICollectionRepository, CollectionRepository>();
     builder.Services.AddScoped<ICollectionReadModelService, CollectionReadModelService>();
+    builder.Services.AddSingleton<IRuntimeAuditTrailService, RuntimeAuditTrailService>();
     builder.Services.AddScoped<ITokenCache, PostgresTokenCache>();
     builder.Services.AddHttpClient<IKisApiClient, KisApiClient>();